R package dglars: Differential Geometric Least Angle Regression. Differential geometric least angle regression method for fitting sparse generalized linear models. In this version of the package, the user can fit models specifying Gaussian, Poisson, Binomial, Gamma and Inverse Gaussian family. Furthermore, several link functions can be used to model the relationship between the conditional expected value of the response variable and the linear predictor. The solution curve can be computed using an efficient predictor-corrector or a cyclic coordinate descent algorithm, as described in the paper linked to via the URL below.
Keywords for this software
References in zbMATH (referenced in 2 articles , 1 standard article )
Showing results 1 to 2 of 2.
- Pazira, Hassan; Augugliaro, Luigi; Wit, Ernst: Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter (2018)
- Luigi Augugliaro; Angelo Mineo; Ernst Wit: dglars: An R Package to Estimate Sparse Generalized Linear Models (2014) not zbMATH